Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models—achieving remarkable clarity without giving up sophistication, depth, or breadth. " —Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University "Concise yet com The Volatility Surface - Jim Gatheral od authora Jim Gatheral a nakladatelství za skvělé ceny na e-shopu Martinus. cz.
| Autor |
Jim Gatheral |
| Jazyk |
anglický |
| Počet stran |
208 |
| Rok vydání |
2006 |
| Nakladatelství |
John Wiley & Sons |
